2.03Open0.60Pre Close60 Volume668 Open Interest177.50Strike Price12.55KTurnover39.64%IV0.33%PremiumDec 6, 2024Expiry Date1.45Intrinsic Value100Multiplier1DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.6774Delta0.0885Gamma73.05Leverage Ratio-0.6942Theta-0.0038Rho-49.48Eff Leverage0.0368Vega